Tour v381
ADI
ANALOG DEVICES INC
$382.81 +2.78%
$381.00 (-0.47%)🌙
as of 07/21 06:08 PM
7/21 18:08

Option Volume

Detail
Current (07/21) 4,810
Calls: 2,658 (55%)
Puts: 2,152 (45%)
Prior (07/20) 5,103
Calls: 2,282 (45%)
Puts: 2,821 (55%)
Current vs Prior -5.74%
Calls: +16.48% (Calls)
Puts: -23.71% (Puts)
Prior 7-Day Total 62,909
Calls: 26,013 (41%)
Puts: 36,896 (59%)
Prior 7-Day Average 8,987
Calls: 3,716 (41%)
Puts: 5,270 (59%)
Current vs Prior 7-Day Avg -46.48%
Calls: -28.47%
Puts: -59.17%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $8.44M
Calls: $6.43M (76%)
Puts: $2.01M (24%)
Prior (07/20) $14.40M
Calls: $9.07M (63%)
Puts: $5.33M (37%)
Current vs Prior -41.41%
Calls: -29.14%
Puts: -62.30%
Prior 7-Day Total $86.17M
Calls: $35.71M (41%)
Puts: $50.46M (59%)
Prior 7-Day Average $12.31M
Calls: $5.10M (41%)
Puts: $7.21M (59%)
Current vs Prior 7-Day Avg -31.48%
Calls: +25.98%
Puts: -72.13%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.81
Prior (07/20) 1.24
Current vs Prior -34.51%
Prior 7-Day Average 1.40
Current vs Prior 7-Day Avg -42.18%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21) 89,554
Calls: 47,845 (53%)
Puts: 41,709 (47%)
Prior (07/20) 85,375
Calls: 45,713 (54%)
Puts: 39,662 (46%)
Current vs Prior +4.89%
Prior 7-Day Total 521,034
Calls: 292,785 (56%)
Puts: 228,249 (44%)
Prior 7-Day Average 74,433
Calls: 41,826 (56%)
Puts: 32,607 (44%)
Current vs Prior 7-Day Avg +20.31%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.24% | 9.27%14.56% | 19.71%
Prior 7.20% | 9.77%15.06% | 19.93%
Current vs Prior -13.23% | -5.11%-3.31% | -1.13%
Prior 7-Day Avg 5.43% | 8.81%5.63% | 16.86%
Current vs 7-Day Avg +14.91% | +5.28%+158.75% | +16.88%
Prior 7-Day Eod 7.20% | 9.77%15.06% | 19.93%
Current vs 7-Day Eod -13.23% | -5.11%-3.31% | -1.13%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 36.81% | 19.32%
Calls: 34.67% | 12.70%
Puts: 38.96% | 25.94%
Prior 36.81% | 19.32%
Calls: 34.67% | 12.70%
Puts: 38.96% | 25.94%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 36.81% | 19.32%
Calls: 34.67% | 12.70%
Puts: 38.96% | 25.94%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($6.43M) vs puts ($2.01M). P/C ratio dropping 35% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 52 of results (avg 7.3%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 2169.2072.20$70.704.2%--0.8532
$390.00Aug 2123.5024.70$24.105.0%1690.50535
$340.00Aug 2153.6056.40$55.005.1%--0.7730
$310.00Aug 2176.6080.70$78.655.2%--0.8918
$350.00Aug 2146.0048.50$47.255.3%--0.7215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 2162.5065.70$64.105.0%--0.7613
$400.00Aug 2134.9036.80$35.855.3%--0.56199
$395.00Aug 2132.0033.90$32.955.8%120.53--
$385.00Aug 1423.1024.50$23.805.9%60.4879
$435.00Jul 2450.8053.90$52.355.9%--0.9362

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 69 found (avg delta 0.66, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Jul 2448.0050.90$49.455.9%--0.9415
$345.00Jul 2438.9041.60$40.256.7%--0.8914
$310.00Aug 2176.6080.70$78.655.2%--0.8918
$350.00Jul 2434.4037.20$35.807.8%10.866
$320.00Aug 2169.2072.20$70.704.2%--0.8532
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$435.00Jul 2450.8053.90$52.355.9%--0.9362
$430.00Jul 2445.7048.70$47.206.4%--0.9222
$440.00Jul 2455.5058.90$57.205.9%--0.92100
$425.00Jul 2441.3044.40$42.857.2%--0.9158
$420.00Jul 2436.4039.90$38.159.2%--0.8810

Most actively traded options today. High liquidity = easy entry/exit. 135 active (total vol 2.3K, top 241)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$397.50Aug 2120.3021.50$20.905.7%1890.45--
$390.00Aug 2123.5024.70$24.105.0%1690.50535
$395.00Jul 245.507.50$6.5030.8%1260.351.0K
$400.00Jul 244.206.10$5.1536.9%1180.29190
$412.50Jul 241.603.30$2.4569.4%910.1712
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 241.553.10$2.3366.5%2410.142.1K
$370.00Jul 245.106.70$5.9027.1%1510.311.7K
$367.50Aug 2117.7020.70$19.2015.6%990.375
$380.00Aug 1420.4022.10$21.258.0%600.4537
$375.00Jul 246.708.40$7.5522.5%440.37489

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 61 strikes (avg 48.1%, max 119.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Jul 24Aug 21115.2%59.1%95.0%2124
$445.00Jul 24Aug 14101.8%57.2%77.9%290
$440.00Jul 24Aug 21101.1%59.4%70.3%37134
$442.50Jul 24Jul 31107.5%65.4%64.5%277
$350.00Jul 24Aug 2195.2%62.1%53.2%121
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$315.00Jul 24Aug 14141.8%64.7%119.0%--62
$320.00Jul 24Aug 28134.4%64.3%109.0%553
$310.00Jul 24Aug 28119.1%64.2%85.5%21211
$330.00Jul 24Aug 28112.5%63.4%77.5%17139
$317.50Jul 24Jul 31137.8%77.8%77.1%326

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 176 found (best R:R 25.79, avg 3.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$450.00$457.50Jul 31$0.28$7.22$0.2825.79$450.28
$425.00$430.00Jul 24$0.20$4.80$0.2024.00$425.20
$432.50$435.00Jul 24$0.15$2.35$0.1515.67$432.65
$442.50$450.00Jul 31$0.47$7.03$0.4714.96$442.97
$430.00$440.00Jul 31$0.67$9.33$0.6713.93$430.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$317.50$312.50Jul 31$0.28$4.72$0.2816.86$317.22
$320.00$317.50Jul 31$0.15$2.35$0.1515.67$319.85
$312.50$310.00Jul 24$0.17$2.33$0.1713.71$312.33
$342.50$340.00Jul 24$0.17$2.33$0.1713.71$342.33
$330.00$320.00Aug 14$0.90$9.10$0.9010.11$329.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 205 found (best R:R 32.33, avg 1.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$335.00$345.00Jul 24$9.20$9.20$0.8011.50$344.20
$365.00$367.50Jul 24$2.30$2.30$0.2011.50$367.30
$345.00$350.00Jul 24$4.45$4.45$0.558.09$349.45
$350.00$355.00Jul 24$4.25$4.25$0.755.67$354.25
$355.00$365.00Jul 24$8.15$8.15$1.854.41$363.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$440.00$435.00Jul 24$4.85$4.85$0.1532.33$435.15
$425.00$420.00Jul 24$4.70$4.70$0.3015.67$420.30
$415.00$410.00Jul 24$4.45$4.45$0.558.09$410.55
$420.00$415.00Jul 24$4.35$4.35$0.656.69$415.65
$430.00$425.00Jul 24$4.35$4.35$0.656.69$425.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 61 found (avg debit $6.46, cheapest $0.23)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$450.00Jul 24Jul 31$0.30115.2%66.0%
$442.50Jul 24Jul 31$0.70107.5%65.4%
$440.00Jul 24Jul 31$1.28101.1%67.1%
$430.00Jul 24Jul 31$2.0785.5%64.0%
$425.00Jul 24Jul 31$2.8082.8%65.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$317.50Jul 24Jul 31$0.23137.8%77.8%
$320.00Jul 24Jul 31$0.33134.4%77.1%
$312.50Jul 24Jul 31$0.65123.9%79.1%
$330.00Jul 24Jul 31$1.05112.5%72.4%
$310.00Jul 24Jul 31$1.10119.1%85.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 5.85% of stock, avg 11.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$380.00Jul 24$12.85$9.55$22.40$357.60$402.405.85%
$385.00Jul 24$10.35$12.20$22.55$362.45$407.555.89%
$387.50Jul 24$9.25$13.40$22.65$364.85$410.155.92%
$382.50Jul 24$11.70$11.15$22.85$359.65$405.355.97%
$390.00Jul 24$8.20$14.80$23.00$367.00$413.006.01%
$377.50Jul 24$14.40$8.65$23.05$354.45$400.556.02%
$392.50Jul 24$7.20$16.60$23.80$368.70$416.306.22%
$375.00Jul 24$16.30$7.55$23.85$351.15$398.856.23%
$395.00Jul 24$6.50$17.95$24.45$370.55$419.456.39%
$397.50Jul 24$5.45$19.95$25.40$372.10$422.906.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 3.49% of stock, avg 8.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$395.00$372.50Jul 24$6.50$6.85$13.35$359.15$408.35
$392.50$372.50Jul 24$7.20$6.85$14.05$358.45$406.55
$395.00$375.00Jul 24$6.50$7.55$14.05$360.95$409.05
$410.00$360.00Jul 31$6.70$7.90$14.60$345.40$424.60
$392.50$375.00Jul 24$7.20$7.55$14.75$360.25$407.25
$390.00$372.50Jul 24$8.20$6.85$15.05$357.45$405.05
$395.00$377.50Jul 24$6.50$8.65$15.15$362.35$410.15
$390.00$375.00Jul 24$8.20$7.55$15.75$359.25$405.75
$392.50$377.50Jul 24$7.20$8.65$15.85$361.65$408.35
$410.00$365.00Jul 31$6.70$9.25$15.95$349.05$425.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 418 found (best R:R 82.33, avg credit $4.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
312/315335/345Jul 24$9.88$0.1282.33$305.12$344.88
325/328345/350Jul 24$4.87$0.1337.46$322.63$349.87
325/328335/345Jul 24$9.62$0.3825.32$317.88$344.62
355/358388/390Aug 21$2.40$0.1024.00$355.10$389.90
338/340345/350Jul 24$4.76$0.2419.83$335.24$349.76
345/350365/370Aug 14$4.75$0.2519.00$345.25$369.75
365/370385/390Aug 7$4.70$0.3015.67$365.30$389.70
350/352388/390Aug 21$2.35$0.1515.67$350.15$389.85
310/312335/345Jul 24$9.37$0.6314.87$303.13$344.37
325/328350/355Jul 24$4.67$0.3314.15$322.83$354.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$387.50$390.00$392.50Jul 24$0.05$2.4549.00
$442.50$450.00$457.50Jul 31$0.19$7.3138.47
$415.00$420.00$425.00Jul 24$0.13$4.8737.46
$345.00$350.00$355.00Jul 24$0.20$4.8024.00
$420.00$425.00$430.00Jul 24$0.22$4.7821.73
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Aug 21$0.05$4.9599.00
$375.00$380.00$385.00Aug 14$0.10$4.9049.00
$320.00$325.00$330.00Aug 28$0.10$4.9049.00
$340.00$342.50$345.00Jul 24$0.08$2.4230.25
$375.00$380.00$385.00Aug 7$0.20$4.8024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 77 found (best net $-2.90, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$385.00$420.001:2Aug 28-$2.90$32.10
$420.00$440.001:2Aug 14-$1.55$18.45
$430.00$440.001:2Jul 31-$1.61$8.39
$450.00$457.501:2Jul 31-$0.82$6.68
$442.50$450.001:2Jul 31-$0.91$6.59
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$425.00$395.001:2Aug 7-$4.80$25.20
$350.00$330.001:2Aug 28-$4.20$15.80
$370.00$350.001:2Aug 28-$7.70$12.30
$340.00$330.001:2Jul 31-$0.62$9.38
$320.00$310.001:2Aug 21-$3.05$6.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 7.55%, avg 2.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$385.00Aug 28$28.900.530.6%7.55%8.12%--11
$385.00Aug 21$25.400.530.6%6.64%7.21%28--
$387.50Aug 21$24.600.511.2%6.43%7.65%11--
$390.00Aug 21$23.500.501.9%6.14%8.02%169535
$392.50Aug 21$22.400.482.5%5.85%8.38%74
$385.00Aug 14$21.700.520.6%5.67%6.24%--33
$395.00Aug 21$21.300.473.2%5.56%8.75%4--
$397.50Aug 21$20.300.453.8%5.30%9.14%189--
$400.00Aug 21$19.200.444.5%5.02%9.51%6231
$390.00Aug 14$19.000.491.9%4.96%6.84%--170

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 2,658
Total Puts 2,152
Put/Call Ratio 0.81
Net Difference 506

Prior's Put/Call Breakdown

Total Calls 2,282
Total Puts 2,821
Put/Call Ratio 1.24
Net Difference -539

Prior 7-Day Put/Call Summary

Total Calls 26,013
Total Puts 36,896
Average Put/Call Ratio 1.40
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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